+141.1%
GS vs MGY
+25.5%
+115.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.2% | -10.7% | +7.5% | -0.8% |
| 30D | -2.4% | -2.7% | +0.3% | -2.1% |
| 3M | -15.7% | -3.7% | -12.1% | -15.6% |
| 6M | -6.8% | -16.3% | +9.5% | -3.8% |
| YTD | -0.1% | +10.2% | -10.3% | -5.9% |
| 1Y | +12.1% | +13.5% | -1.4% | +4.5% |
| 3Y | +185.8% | +14.6% | +171.1% | +162.7% |
| All | +141.1% | +25.5% | +115.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling